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ProShares Ultra VIX Short-Term Futures ETF UVXY

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Market dataready · fetched 2026-10-21T17:01:44.152Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:36.870780583Z

FundamentalsAlpha Vantage · ready

Share price$16.87
1D-0.3%
$16.71$16.89$17.08$17.26$17.445:30 AM6:30 AM9:00 AM1:00 PMUVXY
Sold putSold call

ProShares Ultra VIX Short-Term Futures ETF options

Live interpolated UVXY call and put midpoint premiums by absolute delta.ProShares Ultra VIX Short-Term Futures ETF$0.07$0.52$0.96$1.41$1.86$15.29$16.07$16.85$17.64$18.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVXY spot · $16.87UVXY PRICE$0.16$0.20$0.25$0.30$0.34$0.39$0.45$0.50$0.56$0.62$0.72$0.83$0.94$0.12$0.16$0.21$0.26$0.34$0.42$0.50$0.62$0.76$0.90$1.18$1.47$1.73
PutsExpensive1.06×
CallsExpensive1.11×
SkewBearish+4.12 pp
Implied moveBearish±$0.95
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.26119.0%9.2%16.0978.5%5.3%
25Δ17.92112.1%7.4%16.2380.1%4.8%
30Δ17.67108.3%6.2%16.3781.7%4.2%
35Δ17.44104.5%5.2%16.5183.5%3.7%
40Δ17.26100.6%4.4%16.6587.3%3.3%
45Δ17.0896.8%3.6%16.7991.0%3.0%
50Δ16.9293.2%3.0%16.9294.8%2.7%
55Δ16.7989.7%2.5%17.0999.1%2.4%
60Δ16.6586.2%2.0%17.28104.0%2.1%
65Δ16.5182.8%1.5%17.47108.9%1.8%
70Δ16.3682.5%1.2%17.78121.5%1.6%
75Δ16.2082.5%1.0%18.11131.2%1.4%
80Δ16.0582.6%0.7%18.43132.7%1.0%

20Δ

Calls
Pseudo strike
18.26
IV
119.0%
B/E move
9.2%
Puts
Pseudo strike
16.09
IV
78.5%
B/E move
5.3%

25Δ

Calls
Pseudo strike
17.92
IV
112.1%
B/E move
7.4%
Puts
Pseudo strike
16.23
IV
80.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
17.67
IV
108.3%
B/E move
6.2%
Puts
Pseudo strike
16.37
IV
81.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
17.44
IV
104.5%
B/E move
5.2%
Puts
Pseudo strike
16.51
IV
83.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
17.26
IV
100.6%
B/E move
4.4%
Puts
Pseudo strike
16.65
IV
87.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
17.08
IV
96.8%
B/E move
3.6%
Puts
Pseudo strike
16.79
IV
91.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
16.92
IV
93.2%
B/E move
3.0%
Puts
Pseudo strike
16.92
IV
94.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
16.79
IV
89.7%
B/E move
2.5%
Puts
Pseudo strike
17.09
IV
99.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
16.65
IV
86.2%
B/E move
2.0%
Puts
Pseudo strike
17.28
IV
104.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
16.51
IV
82.8%
B/E move
1.5%
Puts
Pseudo strike
17.47
IV
108.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
16.36
IV
82.5%
B/E move
1.2%
Puts
Pseudo strike
17.78
IV
121.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
16.20
IV
82.5%
B/E move
1.0%
Puts
Pseudo strike
18.11
IV
131.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
16.05
IV
82.6%
B/E move
0.7%
Puts
Pseudo strike
18.43
IV
132.7%
B/E move
1.0%

Options history

No recorded observations